+439.5%
SN vs STLA
-75.1%
+514.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | +7.2% | -4.5% | +11.7% | +8.6% |
| 30D | +20.4% | -3.9% | +24.3% | +21.4% |
| 3M | +23.9% | -20.2% | +44.1% | +31.5% |
| 6M | +93.0% | -42.2% | +135.2% | +126.6% |
| YTD | +99.2% | -59.3% | +158.6% | +158.0% |
| 1Y | +142.6% | -56.1% | +198.7% | +203.6% |
| 3Y | +398.8% | -73.7% | +472.4% | +536.6% |
| All | +439.5% | -75.1% | +514.6% | +565.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling